+180.5%
RF vs BBIO
+144.5%
+36.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.3% | -2.3% | +3.6% | +1.6% |
| 30D | -3.6% | -8.7% | +5.1% | -2.7% |
| 3M | +8.1% | +11.2% | -3.1% | +6.6% |
| 6M | +11.5% | +12.5% | -1.0% | +9.5% |
| YTD | +15.6% | -2.2% | +17.7% | +14.8% |
| 1Y | +15.7% | +44.4% | -28.7% | +9.7% |
| 3Y | +86.9% | +144.7% | -57.8% | +62.9% |
| 5Y | +89.8% | +45.0% | +44.8% | +52.7% |
| All | +180.5% | +144.5% | +36.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling